swaptionvolcube1.hpp

Langue: en

Autres versions - même langue

Version: 375856 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/termstructures/volatility/swaption/swaptionvolcube1.hpp -

Swaption volatility cube, fit-early-interpolate-later approach.

SYNOPSIS


#include <ql/termstructures/volatility/swaption/swaptionvolcube.hpp>
#include <ql/math/matrix.hpp>

Detailed Description

Swaption volatility cube, fit-early-interpolate-later approach.

Author

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